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Table Visualization¶

Out[13]:
  category codeCOT futures latest deltaW zscore3M zscore6M
0 equities 13874A E-MINI S&P 500 18,878 27,918 1.446416 1.262499
1 equities 1170E1 VIX FUTURES 322 3,330 1.262864 1.754504
2 equities 239742 RUSSELL E-MINI 26,840 21,247 1.365471 1.912132
3 equities 12460+ DJIA Consolidated 12,629 -1,688 0.420484 0.560005
4 equities 209742 NASDAQ MINI 7,329 -12,131 -0.936214 -0.357111
5 equities 240741 NIKKEI STOCK AVERAGE 0 0 0.000000 0.000000
6 rates 043602 UST 10Y NOTE -944,476 96,729 -0.433309 -1.100084
7 rates 044601 UST 5Y NOTE -1,651,443 -7,699 -0.259318 -0.776231
8 rates 042601 UST 2Y NOTE -1,353,303 -116,867 -2.307043 -2.236807
9 rates 020601 UST BOND -62,476 10,797 -0.171291 -0.724168
10 rates 045601 FED FUNDS 126,765 -64,706 0.834370 1.026090
11 rates 132741 EURODOLLARS-3M 0 0 0.000000 0.000000
12 currencies 098662 USD INDEX -2,081 -210 -1.480262 -1.326303
13 currencies 097741 JAPANESE YEN 25,634 -5,510 0.330045 1.039361
14 currencies 099741 EURO FX 24,122 -23,300 -1.333287 -0.470259
15 currencies 096742 BRITISH POUND 86,726 -8,062 -0.398299 0.516447
16 currencies 232741 AUSTRALIAN DOLLAR 17,508 -14,538 1.218685 1.449773
17 currencies 090741 CANADIAN DOLLAR -123,536 -32,896 -0.042995 -0.309542
18 currencies 095741 MEXICAN PESO 25,043 -3,949 -0.666604 -1.077711
19 currencies 112741 NZ DOLLAR -292 -1,573 0.414077 -0.063609
20 currencies 092741 SWISS FRANC -26,734 -3,443 0.094931 0.786877
21 commodities 133741 BITCOIN -1,968 -557 -1.585414 -2.028589
22 commodities 06765T BRENT LAST DAY -30,185 -2,823 -1.649495 -1.306491
23 commodities 088691 GOLD 285,539 8,775 0.105037 0.840083
24 commodities 085692 COPPER- #1 34,480 -7,329 0.552812 -0.351331
25 commodities 023651 NAT GAS NYME -141,598 -18,399 -2.493386 -1.788762
26 commodities 111659 GASOLINE RBOB 51,108 10,000 2.137983 0.740846
27 commodities 022651 NY HARBOR ULSD -8,858 -4,776 -0.899486 -1.465202
28 commodities 084691 SILVER 51,120 670 0.436121 0.229918
29 commodities 076651 PLATINUM 28,352 6,167 1.377943 1.170698
30 commodities 002602 CORN -21,206 -54,613 1.035083 1.240719
31 commodities 005602 SOYBEANS -54,354 -20,204 1.420154 1.187456
32 commodities 001602 WHEAT-SRW -18,272 1,971 1.033299 1.035544
33 commodities 001612 WHEAT-HRW 3,383 96 1.706235 1.787947
34 commodities 057642 LIVE CATTLE 110,191 8,312 2.030797 2.646216
35 commodities 054642 LEAN HOGS 96,746 5,524 1.810837 1.493086
36 commodities 080732 SUGAR NO. 11 110,402 2,556 1.140064 1.681191
37 commodities 033661 COTTON NO. 2 -5,220 431 1.469331 0.300577
38 commodities 083731 COFFEE C 63,865 5,616 0.047714 -0.395692
39 commodities 073732 COCOA 33,778 2,933 1.756802 2.202278
40 commodities 040701 FRZN CONCENTRATED ORANGE JUICE 3,785 281 0.454432 0.257707

Plotting plotly¶

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